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DateTitle Authors
2001 Government Debt as Insurance against Macroeconomic RiskBarbie, Martin / Hagedorn, Marcus / Kaul, Ashok
2005 Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement Errors in the Output GapApel, Mikael / Jansson, Per
2006 Sovereign Risk Premiums in the European Government Bond MarketBernoth, Kerstin / von Hagen, Jürgen / Schuknecht, Ludger
2008 O papel dos fundamentos domésticos na vulnerabilidade econômica dos emergentesMoreira, Ajax / Rocha, Katia / Siqueira, Roberto
2002 An Examination of the Effects of Parameter MisspecificationDudenhausen, Antje / Schlögl, Lutz
2002 Extended Libor Market Models with Affine and Quadratic VolatilityZühlsdorff, Christian
2011 Real effects of quantitative easing at the zero-lower bound: Structural VAR-based evidence from JapanSchenkelberg, Heike / Watzka, Sebastian
2009 Determinantes de la tasa interbancaria de préstamos en ArgentinaAnastasi, Alejandra / Elosegui, Pedro / Sangiácomo, Máximo
2010 Monetary policy and real estate prices: A disaggregated analysis for SwitzerlandBerlemann, Michael / Freese, Julia
2005 Modeling the FIBOR/EURIBOR swap term structure: an empirical approachBlaskowitz, Oliver J. / Herwartz, Helmut / Cadenas Santiago, Gonzalo de

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